Anic Equity¶

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Total return since start: 0.61 %¶

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Equity now: -----------------------------> 49191.06 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45129.52 Kr¶

PnL: ---------------------------------------> 73.52 Kr¶

DD now: ---------------------------------> -7.397 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 16:23:27.720872'

Anic Portfolio¶

Today¶

Return: -1.061 %¶

This Week¶

Return: -0.227 %¶

Total portfolio value¶

Return including deposits: 61.039 %¶

Benchmark comparison TODAY¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.080000 1668.960000 199.960000 13.610000 1468.999998
Orrön Energy 180 -1.720000 2164.500000 121.500000 5.950000 2043.000000
Atrium Ljungberg B 5 -0.200000 993.000000 58.000000 6.200000 935.000000
Sagax B 4 0.760000 904.000000 50.000000 5.850000 854.000000
Hoist Finance 35 1.200000 1029.000000 49.000000 5.000000 980.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Catena 2 -1.190000 828.800000 36.800000 4.650000 792.000000
Hexatronic Group 12 -0.190000 999.840000 32.840000 3.400000 966.999996
JM 6 -1.000000 893.400000 29.400000 3.400000 864.000000
Platzer Fastigheter Holding B 12 -3.880000 980.400000 19.400000 2.020000 960.999996
OX2 13 1.230000 966.550000 16.550000 1.740000 949.999999
Biotage 7 -0.510000 952.700000 11.700000 1.240000 940.999997
Bilia A 8 -0.610000 910.400000 10.400000 1.160000 900.000000
HEXPOL B 9 -0.090000 1026.900000 5.900000 0.580000 1020.999996
Gränges 9 -0.960000 933.300000 5.300000 0.570000 927.999999
VEF 909 -2.950000 1852.540000 2.540000 0.140000 1850.000436
BioGaia B 8 -1.940000 932.000000 2.000000 0.220000 930.000000
Sedana Medical 93 -5.240000 2522.160000 1.160000 0.050000 2521.000011
AcadeMedia 8 -1.610000 399.840000 -2.160000 -0.540000 402.000000
Byggmax Group 33 -2.640000 947.760000 -8.240000 -0.860000 956.000001
Clas Ohlson B 12 -2.010000 964.200000 -8.800000 -0.900000 972.999996
ASSA ABLOY B 3 -1.460000 768.300000 -10.700000 -1.370000 779.000001
EQT 4 -1.960000 820.000000 -12.000000 -1.440000 832.000000
Addnode Group B 11 0.000000 902.000000 -19.000000 -2.060000 921.000003
Alimak Group 11 -1.080000 908.600000 -19.400000 -2.090000 927.999996
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
INVISIO 16 1.110000 3656.000000 -33.000000 -0.890000 3689.000000
SKF B 5 -1.360000 905.750000 -34.250000 -3.640000 940.000000
Indutrade 5 -1.010000 1178.000000 -40.000000 -3.280000 1218.000000
Latour B 4 -0.150000 814.800000 -42.200000 -4.920000 857.000000
Vitec Software Group B 2 -2.740000 1030.000000 -57.000000 -5.240000 1087.000000
Bufab 3 -0.800000 1042.200000 -66.800000 -6.020000 1109.000001
BHG Group 97 -1.900000 1355.090000 -103.910000 -7.120000 1458.999989
Hexagon B 26 -3.030000 3329.300000 -131.700000 -3.810000 3461.000010
TOTAL 45111.790000 55.790000 -7.43034% 45056.000411

Updated:¶

'2023-07-05 16:21:45.114887'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶